View the original community article here
Last tested: Jul 10, 2017
Currently, this isn't possible from the UI. You can download an archive of multiple CSVs!
One advanced workaround would be to use the API. The idea would be that you get the result set of all of the Looks, and then do the formatting of the result sets into a single excel file (most likely with a tabular format).
This content is subject to limited support.